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Tower Semiconductor Ltd TSEM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-20T06:03:45.312Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:12:07.690616795Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:03:44.702813+00:00

Share price$203.00
1D-3.8%
AH$197$200$203$206$2095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSEM
Sold putSold callAH

Tower Semiconductor Ltd options

Live interpolated TSEM call and put midpoint premiums by absolute delta.Tower Semiconductor Ltd$2.89$21.65$40.42$59.18$77.95$133.10$170.30$207.51$244.72$281.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSEM spot · $203.00TSEM PRICE$4.92$6.54$8.25$9.70$12.34$14.76$16.76$19.06$22.45$25.74$29.12$33.26$35.86$7.12$9.25$12.06$15.25$18.09$21.59$26.39$29.92$34.98$42.21$49.59$59.22$72.54
PutsExpensive1.23×
CallsFair1.03×
SkewBearish+11.42 pp
Implied moveBearish±$43.15
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ257.3283.1%29.2%168.0193.7%20.7%
25Δ246.9283.0%24.9%176.3991.1%17.7%
30Δ237.9482.6%21.3%183.3992.3%15.6%
35Δ227.9177.8%17.0%190.3293.4%13.8%
40Δ223.1883.6%16.0%197.2691.2%11.7%
45Δ216.5884.6%14.0%204.0590.8%10.1%
50Δ209.5481.8%11.5%211.3593.3%8.9%
55Δ203.3080.2%9.5%218.0090.5%7.3%
60Δ197.2782.3%8.2%225.5090.6%6.1%
65Δ191.1182.5%6.8%234.7093.3%5.2%
70Δ184.9681.5%5.5%244.1694.0%4.2%
75Δ178.4981.5%4.3%255.6895.6%3.2%
80Δ173.2975.6%3.0%270.7098.9%2.4%

20Δ

Calls
Pseudo strike
257.32
IV
83.1%
B/E move
29.2%
Puts
Pseudo strike
168.01
IV
93.7%
B/E move
20.7%

25Δ

Calls
Pseudo strike
246.92
IV
83.0%
B/E move
24.9%
Puts
Pseudo strike
176.39
IV
91.1%
B/E move
17.7%

30Δ

Calls
Pseudo strike
237.94
IV
82.6%
B/E move
21.3%
Puts
Pseudo strike
183.39
IV
92.3%
B/E move
15.6%

35Δ

Calls
Pseudo strike
227.91
IV
77.8%
B/E move
17.0%
Puts
Pseudo strike
190.32
IV
93.4%
B/E move
13.8%

40Δ

Calls
Pseudo strike
223.18
IV
83.6%
B/E move
16.0%
Puts
Pseudo strike
197.26
IV
91.2%
B/E move
11.7%

45Δ

Calls
Pseudo strike
216.58
IV
84.6%
B/E move
14.0%
Puts
Pseudo strike
204.05
IV
90.8%
B/E move
10.1%

50Δ

Calls
Pseudo strike
209.54
IV
81.8%
B/E move
11.5%
Puts
Pseudo strike
211.35
IV
93.3%
B/E move
8.9%

55Δ

Calls
Pseudo strike
203.30
IV
80.2%
B/E move
9.5%
Puts
Pseudo strike
218.00
IV
90.5%
B/E move
7.3%

60Δ

Calls
Pseudo strike
197.27
IV
82.3%
B/E move
8.2%
Puts
Pseudo strike
225.50
IV
90.6%
B/E move
6.1%

65Δ

Calls
Pseudo strike
191.11
IV
82.5%
B/E move
6.8%
Puts
Pseudo strike
234.70
IV
93.3%
B/E move
5.2%

70Δ

Calls
Pseudo strike
184.96
IV
81.5%
B/E move
5.5%
Puts
Pseudo strike
244.16
IV
94.0%
B/E move
4.2%

75Δ

Calls
Pseudo strike
178.49
IV
81.5%
B/E move
4.3%
Puts
Pseudo strike
255.68
IV
95.6%
B/E move
3.2%

80Δ

Calls
Pseudo strike
173.29
IV
75.6%
B/E move
3.0%
Puts
Pseudo strike
270.70
IV
98.9%
B/E move
2.4%

Options history

TSEM86.0786.1686.252026-10-19T19:54:26.479000+00:00: 86.16%Oct 19Oct 19
Table
ObservationIVSkewImplied move
86.16%7.98 pp21.26%